Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-17 15.587302 17.771660 20.112507 22.803016 25.805203 29.047247 32.808300
2025-08-24 12.255970 15.218153 18.629183 22.828639 27.839356 33.605208 40.719618
2025-08-31 10.398968 13.649891 17.571118 22.614164 28.889105 36.398077 46.017608
2025-09-07 9.118494 12.580981 16.933649 22.751215 30.259328 39.552668 51.846091
2025-09-14 8.340083 12.009065 16.786503 23.382394 32.158836 43.330094 58.502013
2025-09-21 7.388417 11.086093 16.066147 23.157205 32.867944 45.555959 63.214594
2025-09-28 6.340432 9.908567 14.876074 22.165002 32.428038 46.178189 65.766301
2025-10-05 5.954996 9.631614 14.894730 22.813418 34.222796 49.827393 72.485130
2025-10-12 5.563494 9.301091 14.796226 23.263598 35.731985 53.118936 78.818845
2025-10-19 5.060113 8.748144 14.318453 23.109423 36.338112 55.143161 83.432194
2025-10-26 4.599289 8.216245 13.824118 22.881153 36.796847 56.944613 87.764004
2025-11-02 4.250489 7.831579 13.522118 22.913023 37.623181 59.285004 92.933206
2025-11-09 3.958527 7.522783 13.327068 23.112428 38.734878 62.125084 99.006612
2025-11-16 3.643886 7.146389 12.993527 23.065504 39.454980 64.402971 104.330501
2025-11-23 3.336487 6.751540 12.594479 22.874431 39.917082 66.280485 109.086271
2025-11-30 3.115536 6.491520 12.401144 23.003909 40.885860 68.958662 115.143894
2025-12-07 2.997671 6.411551 12.510490 23.644465 42.708752 73.028263 123.488197
2025-12-14 2.754949 6.070444 12.131882 23.415933 43.068065 74.778444 128.234952
2025-12-21 2.424960 5.525918 11.344036 22.414338 42.061425 74.275659 129.355220
2025-12-28 2.349211 5.485397 11.480839 23.069018 43.914576 78.486105 138.192665
2026-01-04 2.252104 5.391618 11.509238 23.523676 45.433156 82.189754 146.314396
2026-01-11 2.088029 5.140982 11.218484 23.367968 45.861649 84.081120 151.503638
2026-01-18 1.929118 4.885961 10.899876 23.137458 46.137984 85.714095 156.301290